+176.6%
URI vs BURL
-15.9%
+192.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -6.3% |
| 7D | -12.9% | +3.5% | -16.4% | -13.9% |
| 30D | -3.4% | -9.3% | +5.9% | -1.0% |
| 3M | -10.0% | -32.1% | +22.1% | -0.2% |
| 6M | +12.2% | -19.8% | +32.0% | +17.4% |
| YTD | +29.8% | -13.2% | +42.9% | +31.8% |
| 1Y | +24.6% | -7.8% | +32.4% | +23.4% |
| 3Y | +137.6% | +89.3% | +48.3% | +84.0% |
| 5Y | +176.6% | -15.8% | +192.4% | +149.3% |
| All | +176.6% | -15.9% | +192.5% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling